<!DOCTYPE html><html><head><meta charset="utf-8"><style>body {
  max-width: 980px;
  border: 1px solid #ddd;
  outline: 1300px solid #fff;
  margin: 16px auto;
}

body .markdown-body
{
  padding: 45px;
}

@font-face {
  font-family: fontawesome-mini;
  src: 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format('woff');
}

.markdown-body {
  font-family: sans-serif;
  -ms-text-size-adjust: 100%;
  -webkit-text-size-adjust: 100%;
  color: #333333;
  overflow: hidden;
  font-family: "Helvetica Neue", Helvetica, "Segoe UI", Arial, freesans, sans-serif;
  font-size: 16px;
  line-height: 1.6;
  word-wrap: break-word;
}

.markdown-body a {
  background: transparent;
}

.markdown-body a:active,
.markdown-body a:hover {
  outline: 0;
}

.markdown-body b,
.markdown-body strong {
  font-weight: bold;
}

.markdown-body mark {
  background: #ff0;
  color: #000;
  font-style: italic;
  font-weight: bold;
}

.markdown-body sub,
.markdown-body sup {
  font-size: 75%;
  line-height: 0;
  position: relative;
  vertical-align: baseline;
}
.markdown-body sup {
  top: -0.5em;
}
.markdown-body sub {
  bottom: -0.25em;
}

.markdown-body h1 {
  font-size: 2em;
  margin: 0.67em 0;
}

.markdown-body img {
  border: 0;
}

.markdown-body hr {
  -moz-box-sizing: content-box;
  box-sizing: content-box;
  height: 0;
}

.markdown-body pre {
  overflow: auto;
}

.markdown-body code,
.markdown-body kbd,
.markdown-body pre,
.markdown-body samp {
  font-family: monospace, monospace;
  font-size: 1em;
}

.markdown-body input {
  color: inherit;
  font: inherit;
  margin: 0;
}

.markdown-body html input[disabled] {
  cursor: default;
}

.markdown-body input {
  line-height: normal;
}

.markdown-body input[type="checkbox"] {
  box-sizing: border-box;
  padding: 0;
}

.markdown-body table {
  border-collapse: collapse;
  border-spacing: 0;
}

.markdown-body td,
.markdown-body th {
  padding: 0;
}

.markdown-body .codehilitetable {
  border: 0;
  border-spacing: 0;
}

.markdown-body .codehilitetable tr {
  border: 0;
}

.markdown-body .codehilitetable pre,
.markdown-body .codehilitetable div.codehilite {
  margin: 0;
}

.markdown-body .linenos,
.markdown-body .code,
.markdown-body .codehilitetable td {
  border: 0;
  padding: 0;
}

.markdown-body td:not(.linenos) .linenodiv {
  padding: 0 !important;
}

.markdown-body .code {
  width: 100%;
}

.markdown-body .linenos div pre,
.markdown-body .linenodiv pre,
.markdown-body .linenodiv {
  border: 0;
  -webkit-border-radius: 0;
  -moz-border-radius: 0;
  border-radius: 0;
  -webkit-border-top-left-radius: 3px;
  -webkit-border-bottom-left-radius: 3px;
  -moz-border-radius-topleft: 3px;
  -moz-border-radius-bottomleft: 3px;
  border-top-left-radius: 3px;
  border-bottom-left-radius: 3px;
}

.markdown-body .code div pre,
.markdown-body .code div {
  border: 0;
  -webkit-border-radius: 0;
  -moz-border-radius: 0;
  border-radius: 0;
  -webkit-border-top-right-radius: 3px;
  -webkit-border-bottom-right-radius: 3px;
  -moz-border-radius-topright: 3px;
  -moz-border-radius-bottomright: 3px;
  border-top-right-radius: 3px;
  border-bottom-right-radius: 3px;
}

.markdown-body * {
  -moz-box-sizing: border-box;
  box-sizing: border-box;
}

.markdown-body input {
  font: 13px Helvetica, arial, freesans, clean, sans-serif, "Segoe UI Emoji", "Segoe UI Symbol";
  line-height: 1.4;
}

.markdown-body a {
  color: #4183c4;
  text-decoration: none;
}

.markdown-body a:hover,
.markdown-body a:focus,
.markdown-body a:active {
  text-decoration: underline;
}

.markdown-body hr {
  height: 0;
  margin: 15px 0;
  overflow: hidden;
  background: transparent;
  border: 0;
  border-bottom: 1px solid #ddd;
}

.markdown-body hr:before,
.markdown-body hr:after {
  display: table;
  content: " ";
}

.markdown-body hr:after {
  clear: both;
}

.markdown-body h1,
.markdown-body h2,
.markdown-body h3,
.markdown-body h4,
.markdown-body h5,
.markdown-body h6 {
  margin-top: 15px;
  margin-bottom: 15px;
  line-height: 1.1;
}

.markdown-body h1 {
  font-size: 30px;
}

.markdown-body h2 {
  font-size: 21px;
}

.markdown-body h3 {
  font-size: 16px;
}

.markdown-body h4 {
  font-size: 14px;
}

.markdown-body h5 {
  font-size: 12px;
}

.markdown-body h6 {
  font-size: 11px;
}

.markdown-body blockquote {
  margin: 0;
}

.markdown-body ul,
.markdown-body ol {
  padding: 0;
  margin-top: 0;
  margin-bottom: 0;
}

.markdown-body ol ol,
.markdown-body ul ol {
  list-style-type: lower-roman;
}

.markdown-body ul ul ol,
.markdown-body ul ol ol,
.markdown-body ol ul ol,
.markdown-body ol ol ol {
  list-style-type: lower-alpha;
}

.markdown-body dd {
  margin-left: 0;
}

.markdown-body code,
.markdown-body pre,
.markdown-body samp {
  font-family: Consolas, "Liberation Mono", Menlo, Courier, monospace;
  font-size: 12px;
}

.markdown-body pre {
  margin-top: 0;
  margin-bottom: 0;
}

.markdown-body kbd {
  background-color: #e7e7e7;
  background-image: -moz-linear-gradient(#fefefe, #e7e7e7);
  background-image: -webkit-linear-gradient(#fefefe, #e7e7e7);
  background-image: linear-gradient(#fefefe, #e7e7e7);
  background-repeat: repeat-x;
  border-radius: 2px;
  border: 1px solid #cfcfcf;
  color: #000;
  padding: 3px 5px;
  line-height: 10px;
  font: 11px Consolas, "Liberation Mono", Menlo, Courier, monospace;
  display: inline-block;
}

.markdown-body>*:first-child {
  margin-top: 0 !important;
}

.markdown-body>*:last-child {
  margin-bottom: 0 !important;
}

.markdown-body .headerlink {
  font: normal 400 16px fontawesome-mini;
  vertical-align: middle;
  margin-left: -16px;
  float: left;
  display: inline-block;
  text-decoration: none;
  opacity: 0;
  color: #333;
}

.markdown-body .headerlink:focus {
  outline: none;
}

.markdown-body h1 .headerlink {
  margin-top: 0.8rem;
}

.markdown-body h2 .headerlink,
.markdown-body h3 .headerlink {
  margin-top: 0.6rem;
}

.markdown-body h4 .headerlink {
  margin-top: 0.2rem;
}

.markdown-body h5 .headerlink,
.markdown-body h6 .headerlink {
  margin-top: 0;
}

.markdown-body .headerlink:hover,
.markdown-body h1:hover .headerlink,
.markdown-body h2:hover .headerlink,
.markdown-body h3:hover .headerlink,
.markdown-body h4:hover .headerlink,
.markdown-body h5:hover .headerlink,
.markdown-body h6:hover .headerlink {
  opacity: 1;
  text-decoration: none;
}

.markdown-body h1 {
  padding-bottom: 0.3em;
  font-size: 2.25em;
  line-height: 1.2;
  border-bottom: 1px solid #eee;
}

.markdown-body h2 {
  padding-bottom: 0.3em;
  font-size: 1.75em;
  line-height: 1.225;
  border-bottom: 1px solid #eee;
}

.markdown-body h3 {
  font-size: 1.5em;
  line-height: 1.43;
}

.markdown-body h4 {
  font-size: 1.25em;
}

.markdown-body h5 {
  font-size: 1em;
}

.markdown-body h6 {
  font-size: 1em;
  color: #777;
}

.markdown-body p,
.markdown-body blockquote,
.markdown-body ul,
.markdown-body ol,
.markdown-body dl,
.markdown-body table,
.markdown-body pre,
.markdown-body .admonition {
  margin-top: 0;
  margin-bottom: 16px;
}

.markdown-body hr {
  height: 4px;
  padding: 0;
  margin: 16px 0;
  background-color: #e7e7e7;
  border: 0 none;
}

.markdown-body ul,
.markdown-body ol {
  padding-left: 2em;
}

.markdown-body ul ul,
.markdown-body ul ol,
.markdown-body ol ol,
.markdown-body ol ul {
  margin-top: 0;
  margin-bottom: 0;
}

.markdown-body li>p {
  margin-top: 16px;
}

.markdown-body dl {
  padding: 0;
}

.markdown-body dl dt {
  padding: 0;
  margin-top: 16px;
  font-size: 1em;
  font-style: italic;
  font-weight: bold;
}

.markdown-body dl dd {
  padding: 0 16px;
  margin-bottom: 16px;
}

.markdown-body blockquote {
  padding: 0 15px;
  color: #777;
  border-left: 4px solid #ddd;
}

.markdown-body blockquote>:first-child {
  margin-top: 0;
}

.markdown-body blockquote>:last-child {
  margin-bottom: 0;
}

.markdown-body table {
  display: block;
  width: 100%;
  overflow: auto;
  word-break: normal;
  word-break: keep-all;
}

.markdown-body table th {
  font-weight: bold;
}

.markdown-body table th,
.markdown-body table td {
  padding: 6px 13px;
  border: 1px solid #ddd;
}

.markdown-body table tr {
  background-color: #fff;
  border-top: 1px solid #ccc;
}

.markdown-body table tr:nth-child(2n) {
  background-color: #f8f8f8;
}

.markdown-body img {
  max-width: 100%;
  -moz-box-sizing: border-box;
  box-sizing: border-box;
}

.markdown-body code,
.markdown-body samp {
  padding: 0;
  padding-top: 0.2em;
  padding-bottom: 0.2em;
  margin: 0;
  font-size: 85%;
  background-color: rgba(0,0,0,0.04);
  border-radius: 3px;
}

.markdown-body code:before,
.markdown-body code:after {
  letter-spacing: -0.2em;
  content: "\00a0";
}

.markdown-body pre>code {
  padding: 0;
  margin: 0;
  font-size: 100%;
  word-break: normal;
  white-space: pre;
  background: transparent;
  border: 0;
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</style><title>README</title></head><body><article class="markdown-body"><h2 id="replication-instructions-for-the-paper">Replication instructions for the paper<a class="headerlink" href="#replication-instructions-for-the-paper" title="Permanent link"></a></h2>
<p>The replication archive is organized into two directories (note that these files are also available on Github at <a href="https://github.com/s7minhas/pgbmeRepl">https://github/s7minhas/pgbmeRepl</a>):</p>
<ul>
<li>main: contains the data files and scripts necessary to reproduce the main results in the paper</li>
<li>appendix: contains the data files and scripts necessary to reproduce the results in the appendix</li>
</ul>
<p>Replicating the figures and tables in the main text will take 5-10 minutes on a standard laptop if the provided MCMC results are used. If the provided results are deleted, the running time for the main text figures and tables is detailed below. We recommend replicating the figures and tables in the appendix with use of an EC2 instance (setup details provided in the next section). </p>
<h4 id="setup-information">Setup information<a class="headerlink" href="#setup-information" title="Permanent link"></a></h4>
<p>All of the analysis reported in the manuscript and the appendix is run on a m4.10xlarge EC2 instance. Once the instance is active, ssh into it and run the following lines to set up the R environment and RStudio server: </p>
<div class="codehilite"><pre>sudo adduser minhas
sudo add-apt-repository &#39;deb [arch=amd64,i386] https://cran.rstudio.com/bin/linux/ubuntu xenial/&#39;
sudo apt-get update
sudo apt-get install r-base
sudo apt-get install gdebi-core
sudo apt-get install libapparmor1
wget https://download2.rstudio.org/rstudio-server-1.1.442-amd64.deb
sudo gdebi rstudio-server-1.1.442-amd64.deb
sudo rstudio-server verify-installation
sudo apt-get install pkg-config
sudo apt-get install build-essential libcurl4-gnutls-dev libxml2-dev libssl-dev libnlopt-dev
sudo apt-get install htop
sudo apt-get install tree
</pre></div>

<p>Session information for the version of R we ran on this instance is shown below (further information on packages used in the analysis is included at the end of the README): </p>
<div class="codehilite"><pre>&gt; sessionInfo()
R version 3.4.4 (2018-03-15)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04.3 LTS

Matrix products: default
BLAS: /usr/lib/libblas/libblas.so.3.6.0
LAPACK: /usr/lib/lapack/liblapack.so.3.6.0

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

loaded via a namespace (and not attached):
[1] compiler_3.4.4
&gt;
</pre></div>

<h4 id="running-the-scripts">Running the scripts<a class="headerlink" href="#running-the-scripts" title="Permanent link"></a></h4>
<p>The main directory contains four scripts that should be run in the following order (before running any of the scripts please modify the path to match your local environment, the path is specified in line 3 on each of the scripts): </p>
<ul>
<li>0_imputeData.R: Imputes missing data among the covariates using <code>sbgcop</code>.<ul>
<li>This should take only a few minutes to run and is run in parallel across two cores.</li>
</ul>
</li>
<li>1_createFig1Fig2.R: Run <code>pgbme</code> to generate Figures 1 and 2 in the paper<ul>
<li>Original results from the authors are already included in the main directory, if those files (<code>results1995.rda</code> and <code>results2010.rda</code>) are deleted, then this script should take approximately one hour and thirty minutes to run. </li>
</ul>
</li>
<li>2_inPerfAnalysis.R: Assess performance for in-sample predictions for P-GBME, GBME, and a pooled probit model. Results are saved to <code>table1_inSamplePerf.txt</code> and correspond to the two left-most columns in Table 1 of the paper.<ul>
<li>Original results from the authors are already included in the main directory, if those files (<code>resultsPGBME_inPerf.rda</code> and the files in <code>gbme_inPerf</code>) are deleted, then this script should take approximately one hour and twenty minutes to run. Also do not delete the gbme_inPerf directory itself, just delete the individual files included within.</li>
</ul>
</li>
<li>3_outPerfAnalysis.R: Assess performance for out-of-sample predictions for P-GBME, GBME, and a pooled probit model. Results are saved to <code>table1_outSamplePerf.txt</code> and correspond to the two right-most columns in Table 1 of the paper.<ul>
<li>Original results from the authors are already included in the main directory, if those files (&lsquo;resultsPGBME_outPerf_folds.rda&rsquo; and the files in <code>gbme_outPerf/fold[1:5]/</code>) are deleted, then this script should take approximately one hour and thirty minutes to run. Also do not delete the gbme_outPerf directory or any of the directories labeled fold1, fold2, etc., just delete the files included within.</li>
</ul>
</li>
</ul>
<p>The appendix directory contains three scripts that can be run in any order:</p>
<ul>
<li>1_pgbmeSig_figA1.R: Conducts simulation exercise summarized in Figure 1 of the appendix. This script takes approximately 2 hours to complete using 35 cores in parallel. Results are saved to <code>figureA1.pdf</code> and <code>simCoverStats_sectionA1.txt</code>.</li>
<li>2_pgbmeCoef_section2.3.R: Estimates PGBME model for every year from 1990 to 2012. This script took approximately 40 minutes to complete using 23 cores in parallel. Results are saved to <code>figureA2.png</code> and <code>figureA3.pdf</code>.</li>
<li>3_pgbmeVarK_section2.4.R: Estimates PGBME models varying dimension of multiplicative effect. This script takes approximately one hour to complete and utilizes three cores in parallel. Results are saved to <code>tableA3.txt</code>.</li>
</ul>
<h4 id="r-package-build-notes">R package build notes<a class="headerlink" href="#r-package-build-notes" title="Permanent link"></a></h4>
<p>Last, please note the version of each of the libraries that our project relies on (each library was built using R 3.4.4). </p>
<table>
<thead>
<tr>
<th align="left"></th>
<th align="left"></th>
<th align="left"></th>
<th align="left"></th>
</tr>
</thead>
<tbody>
<tr>
<td align="left">abind: 1.4-5</td>
<td align="left">devtools: 1.13.5</td>
<td align="left">doParallel: 1.0.11</td>
<td align="left">dplyr: 0.7.5</td>
</tr>
<tr>
<td align="left">foreach: 1.4.4</td>
<td align="left">ggplot2: 2.2.1</td>
<td align="left">gridExtra: 2.3</td>
<td align="left">latex2exp: 0.4.0</td>
</tr>
<tr>
<td align="left">lme4: 1.1-17</td>
<td align="left">magic: 1.5-8</td>
<td align="left">magrittr: 1.5</td>
<td align="left">mnormt: 1.5-5</td>
</tr>
<tr>
<td align="left">msm: 1.6.6</td>
<td align="left">parallel: 3.4.4</td>
<td align="left">pgbme: 0.0.0.1</td>
<td align="left">PRROC: 1.3</td>
</tr>
<tr>
<td align="left">reshape2: 1.4.3</td>
<td align="left">sbgcop: 0.980</td>
<td align="left">tidyr: 0.8.1</td>
<td align="left"></td>
</tr>
</tbody>
</table>
<p>If you find any errors or have any further questions, please address them to me via email at <a href="&#109;&#97;&#105;&#108;&#116;&#111;&#58;&#109;&#105;&#110;&#104;&#97;&#115;&#115;&#104;&#64;&#109;&#115;&#117;&#46;&#101;&#100;&#117;">&#109;&#105;&#110;&#104;&#97;&#115;&#115;&#104;&#64;&#109;&#115;&#117;&#46;&#101;&#100;&#117;</a>.</p></article></body></html>